+1,024.7%
XLE vs RBA
+2,862.3%
-1,837.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | -2.9% | +5.1% | +3.0% |
| 30D | +11.8% | -12.3% | +24.1% | +15.5% |
| 3M | +9.8% | -20.5% | +30.4% | +15.8% |
| 6M | +15.6% | -18.5% | +34.1% | +20.6% |
| YTD | +45.3% | -18.2% | +63.5% | +50.8% |
| 1Y | +48.3% | -27.5% | +75.8% | +58.8% |
| 3Y | +55.4% | +38.1% | +17.4% | +36.7% |
| 5Y | +216.1% | +44.8% | +171.3% | +165.7% |
| 10Y | +178.4% | +187.1% | -8.7% | +83.4% |
| All | +1,024.7% | +2,862.3% | -1,837.6% | +459.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling